Split up the package into the ValuationTables and the LifeInsuranceContracts packages

man/valuationTable_observed-class.Rd

+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/ValuationTables.R
+\docType{class}
+\name{valuationTable_observed-class}
+\alias{valuationTable_observed}
+\alias{valuationTable_observed-class}
+\title{A cohort life table described by actual observations (data frame of PODs
+per year and age)}
+\description{
+A cohort life table described by actual observations (data frame of PODs
+per year and age)
+}
+\section{Slots}{
+
+\describe{
+\item{\code{data}}{The observations}
+}}
+

man/valuationTable_period-class.Rd

+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/ValuationTables.R
+\docType{class}
+\name{valuationTable_period-class}
+\alias{ages,valuationTable_period-method}
+\alias{baseTable,valuationTable_period-method}
+\alias{deathProbabilities,valuationTable_period-method}
+\alias{getOmega,valuationTable_period-method}
+\alias{periodDeathProbabilities,valuationTable_period-method}
+\alias{valuationTable_period}
+\alias{valuationTable_period-class}
+\title{A period life table, giving death probabilities for each age, up to
+maximum age omega. Optionally apply selection factors to the probabilities}
+\usage{
+\S4method{getOmega}{valuationTable_period}(object)
+
+\S4method{ages}{valuationTable_period}(object, ...)
+
+\S4method{deathProbabilities}{valuationTable_period}(object, ..., YOB = 1975)
+
+\S4method{periodDeathProbabilities}{valuationTable_period}(object, ...)
+
+\S4method{baseTable}{valuationTable_period}(object, ...)
+}
+\arguments{
+\item{YOB}{The birth year for which the death probabilities should be calculated}
+
+\item{Period}{The observation year for which the period death probabilities should be determined}
+}
+\description{
+A period life table, giving death probabilities for each age, up to
+maximum age omega. Optionally apply selection factors to the probabilities
+
+Return the maximum age of the period life table
+
+Return the defined ages of the life table
+
+Return the (cohort) death probabilities of the life table given the birth year (if needed)
+
+Return the (period) death probabilities of the life table for a given observation year
+
+Return the base table of the life table
+}
+\section{Slots}{
+
+\describe{
+\item{\code{ages}}{The ages corresponding to the entries of the deathProbs}
+
+\item{\code{deathProbs}}{The one-year death probabilities for the ages}
+}}
+

man/valuationTable_trendProjection-class.Rd

+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/ValuationTables.R
+\docType{class}
+\name{valuationTable_trendProjection-class}
+\alias{deathProbabilities,valuationTable_trendProjection-method}
+\alias{periodDeathProbabilities,valuationTable_trendProjection-method}
+\alias{undampenTrend,valuationTable_trendProjection-method}
+\alias{valuationTable_trendProjection}
+\alias{valuationTable_trendProjection-class}
+\title{A cohort life table, obtained by a trend projection from a given base table
+(PODs for a given observation year). Typically, the trend is obtained by
+the Lee-Carter method or some other trend estimation.
+The dampingFunction can be used to modify the cumulative years (e.g. G(tau+x) instead of tau+x)
+If trend2 is given, the G(tau+x) gives the weight of the first trend, 1-G(tau+x) the weight of the second trend}
+\usage{
+\S4method{deathProbabilities}{valuationTable_trendProjection}(object, ...,
+  YOB = 1975)
+
+\S4method{periodDeathProbabilities}{valuationTable_trendProjection}(object, ...,
+  Period = 1975)
+
+undampenTrend(object)
+
+\S4method{undampenTrend}{valuationTable_trendProjection}(object)
+}
+\arguments{
+\item{YOB}{The birth year for which the death probabilities should be calculated}
+
+\item{Period}{The observation year for which the period death probabilities should be determined}
+}
+\description{
+A cohort life table, obtained by a trend projection from a given base table
+(PODs for a given observation year). Typically, the trend is obtained by
+the Lee-Carter method or some other trend estimation.
+The dampingFunction can be used to modify the cumulative years (e.g. G(tau+x) instead of tau+x)
+If trend2 is given, the G(tau+x) gives the weight of the first trend, 1-G(tau+x) the weight of the second trend
+
+Return the (cohort) death probabilities of the life table given the birth year (if needed)
+
+Return the (period) death probabilities of the life table for a given observation year
+
+Return a \code{valuationTable_trensProjection} object with the trend damping removed.
+
+Return a \code{valuationTable_trensProjection} object with the trend damping removed.
+}
+\section{Slots}{
+
+\describe{
+\item{\code{baseYear}}{The base year of the trend projection (\code{baseTable} describes the death probabilities in this year)}
+
+\item{\code{trend}}{The yearly improvements of the log-death probabilities (per age)}
+
+\item{\code{dampingFunction}}{A possible damping of the trend. This is a function \code{damping(delta_years)} that gets a vector of years from the baseYear and should return the dampened values.}
+
+\item{\code{trend2}}{The alternate trend. If given, the damping function interpolates between \code{trend} and \code{trend2}, otherwise the dumping function simply modifies the coefficients of \code{trend}.}
+}}
+